+1,061.7%
SMH vs COR
+8,891.5%
-7,829.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -5.9% | -3.8% |
| 7D | +4.9% | +7.8% | -2.9% | +2.8% |
| 30D | -13.8% | +7.0% | -20.8% | -15.4% |
| 3M | -17.4% | +16.3% | -33.6% | -20.8% |
| 6M | -15.0% | +41.3% | -56.3% | -23.4% |
| YTD | +35.2% | +7.1% | +28.0% | +30.1% |
| 1Y | +41.6% | -0.8% | +42.4% | +39.2% |
| 3Y | +215.6% | +85.0% | +130.6% | +152.7% |
| 5Y | +233.2% | +203.9% | +29.4% | +126.8% |
| 10Y | +1,458.7% | +510.3% | +948.4% | +726.2% |
| All | +1,061.7% | +8,891.5% | -7,829.8% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling